JP Morgan Call 320 CHTR 20.09.2024
/ DE000JK2ST26
JP Morgan Call 320 CHTR 20.09.202.../ DE000JK2ST26 /
| 31/07/2024 13:51:50 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Charter Communicatio... |
320.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
JK2ST2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
06/02/2024 |
| Last trading day: |
01/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.35 |
| Parity: |
0.29 |
| Time value: |
0.35 |
| Break-even: |
384.00 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.67 |
| Theta: |
-0.47 |
| Omega: |
3.66 |
| Rho: |
0.23 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+168.18% |
| 1 Month |
|
|
+321.43% |
| 3 Months |
|
|
+594.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.220 |
| 1M High / 1M Low: |
0.600 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.239 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
517.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
